Anic Equity¶

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Total return since start: 0.583 %¶

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Equity now: -----------------------------> 48368.41 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46168.43 Kr¶

PnL: ---------------------------------------> -2053.82 Kr¶

DD now: ---------------------------------> -7.113 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 12:26:09.629718'

Anic Portfolio¶

Today¶

Return: -0.212 %¶

This Week¶

Return: -0.212 %¶

Total¶

Return: 58.346 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -7.350000 845.550000 147.550000 21.140000 698.000040
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -1.960000 711.550000 25.550000 3.720000 686.000016
Tietoevry 2 -1.270000 653.200000 15.200000 2.380000 638.000000
MEKO 13 -1.710000 1567.800000 13.800000 0.890000 1554.000006
Vitec Software Group B 1 -1.890000 494.000000 9.000000 1.860000 485.000000
Nordisk Bergteknik B 130 -3.020000 4173.000000 9.000000 0.220000 4163.999970
Tobii Dynavox 109 -2.250000 2727.730000 5.730000 0.210000 2721.999993
SKF A 3 -3.180000 594.000000 1.000000 0.170000 593.000001
G5 Entertainment 3 -0.730000 570.600000 -1.400000 -0.240000 572.000001
Mycronic 3 -2.880000 648.600000 -3.400000 -0.520000 651.999999
SKF B 3 -3.640000 592.350000 -3.650000 -0.610000 596.000001
ITAB Shop Concept 56 -0.970000 685.440000 -5.560000 -0.800000 691.000016
Embracer Group B 14 -4.040000 681.660000 -7.340000 -1.070000 689.000004
Addnode Group B 6 -1.850000 700.800000 -8.200000 -1.160000 709.000002
ACQ Bure SPAC 36 0.100000 3481.200000 -8.800000 -0.250000 3489.999984
ASSA ABLOY B 2 -1.490000 503.000000 -11.000000 -2.140000 514.000000
Fastighetsbolag. Emilshus Pref 21 -0.760000 544.950000 -17.050000 -3.030000 562.000005
Loomis 6 -2.030000 2025.600000 -17.400000 -0.850000 2043.000000
Husqvarna A 7 -2.880000 614.600000 -18.400000 -2.910000 632.999997
Husqvarna B 7 -2.810000 615.440000 -24.560000 -3.840000 639.999997
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Avanza Bank Holding 2 -6.950000 476.600000 -34.400000 -6.730000 511.000000
Collector Bank 29 -6.020000 1194.800000 -39.200000 -3.180000 1233.999996
Lagercrantz Group B 5 -2.160000 566.500000 -40.500000 -6.670000 607.000000
Swedbank A 3 -3.420000 576.750000 -41.250000 -6.670000 618.000000
Arion Banki SDB 61 -2.550000 652.700000 -44.300000 -6.360000 697.000030
Norva24 Group 12 -2.020000 360.480000 -46.770000 -11.480000 407.250000
Nordea Bank Abp 30 -3.720000 3712.200000 -50.800000 -1.350000 3762.999990
Mips 1 -2.300000 472.500000 -56.500000 -10.680000 529.000000
Dustin Group 18 -4.720000 610.200000 -59.800000 -8.930000 669.999996
AFRY 3 -2.640000 520.200000 -74.800000 -12.570000 594.999999
Viaplay Group B 4 -5.420000 948.400000 -88.600000 -8.540000 1037.000000
Fastighetsbolaget Emilshus B 23 5.320000 569.020000 -125.980000 -18.130000 694.999993
Beijer Alma B 9 -2.170000 1822.500000 -131.500000 -6.730000 1953.999999
RVRC Holding 17 -3.110000 550.460000 -132.540000 -19.410000 683.000007
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.410000 3539.200000 -598.800000 -14.470000 4138.000000
TOTAL 46192.580000 -2029.670000 -7.06699% 48222.250041

Updated:¶

'2023-03-13 12:25:22.011680'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶